-60.8%
EOSE vs BBWI
-18.9%
-41.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -3.6% |
| 7D | +1.8% | -4.8% | +6.6% | +3.6% |
| 30D | -6.8% | +3.5% | -10.3% | -9.4% |
| 3M | -36.3% | -0.3% | -36.0% | -37.6% |
| 6M | -38.8% | -5.4% | -33.4% | -39.5% |
| YTD | -65.5% | -4.7% | -60.8% | -66.5% |
| 1Y | -45.3% | -30.5% | -14.8% | -40.5% |
| 3Y | +44.2% | -44.3% | +88.5% | +62.7% |
| 5Y | -69.5% | -66.9% | -2.6% | -57.6% |
| All | -60.8% | -18.9% | -41.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling